On elliptic solutions of nonlinear ordinary differential equations

The problem of constructing and classifying exact elliptic solutions of autonomous nonlinear ordinary differential equations is studied. An algorithm for finding elliptic solutions in explicit form is presented.     

A semi-analytical numerical method for solving evolution and elliptic partial differential equations

A new method for analyzing initial–boundary value problems for linear and integrable nonlinear partial differential equations (PDEs) has been introduced by one of the authors.     

Lyapunov inequalities for partial differential equations

This paper is devoted to the study of Lp Lyapunov-type inequalities (1?p?+∞) for linear partial differential equations. More precisely, we treat the case of Neumann boundary conditions on bounded and regular domains in RN. It is proved that the relation between the quantities p and N/2 plays a crucial role. This fact shows a deep difference with respect to the ordinary case. The linear study is combined with Schauder fixed point theorem to provide new conditions about the existence and uniqueness of solutions for resonant nonlinear problems.     

Hamiltonian identities for elliptic partial differential equations

New identities for elliptic partial differential equations are obtained. Several applications are discussed. In particular, Young's law for the contact angles in triple junction formation is proven rigorously. Structure of level curves of saddle solutions to Allen-Cahn equation are also carefully analyzed.     

Monomiality and partial differential equations

We show that the combination of the formalism underlying the principle of monomiality and of methods of an algebraic nature allows the solution of different families of partial differential equations. Here we use different realizations of the Heisenberg–Weyl algebra and show that a Sheffer type realization leads to the extension of the method to finite difference and integro-differential equations.     

On a Liouville phenomenon for entire weak supersolutions of elliptic partial differential equations

We study a new Liouville-type phenomenon for entire weak supersolutions of elliptic partial differential equations of the form A(u)=0 on , n2. Typical examples of the operator A(u) are the p-Laplacian for p>1, the mean curvature operator, and their well-known modifications.     

On application of the Lanczos method to solution of some partial differential equations

Let A be a square symmetric n × n matrix, φ be a vector from ⁿ, and f be a function defined on the spectral interval of A. The problem of computation of the vector u = f(A)φ arises very often in mathematical physics.

We propose the following method to compute u. First, perform m steps of the Lanczos method with A and φ. Define the spectral Lanczos decomposition method (SLDM) solution as u_m = φ Qf(H)e₁, where Q is the n × m matrix of the m Lanczos vectors and H is the m × m tridiagonal symmetric matrix of the Lanczos method. We obtain estimates for u − u_m that are stable in the presence of computer round-off errors when using the simple Lanczos method.

We concentrate on computation of exp(− tA)φ, when A is nonnegative definite. Error estimates for this special case show superconvergence of the SLDM solution. Sample computational results are given for the two-dimensional equation of heat conduction. These results show that computational costs are reduced by a factor between 3 and 90 compared to the most efficient explicit time-stepping schemes. Finally, we consider application of SLDM to hyperbolic and elliptic equations.     

New origins of hidden symmetries for partial differential equations

Hidden symmetries of differential equations are point symmetries that arise unexpectedly in the increase (equivalently decrease) of order, in the case of ordinary differential equations, and variables, in the case of partial differential equations. The origins of Type II hidden symmetries (obtained via reduction) for ordinary differential equations are understood to be either contact or nonlocal symmetries of the original equation while the origin for Type I hidden symmetries (obtained via increase of order) is understood to be nonlocal symmetries of the original equation. Thus far, it has been shown that the origin of hidden symmetries for partial differential equations is point symmetries of another partial differential equation of the same order as the original equation. Here we show that hidden symmetries can arise from contact and nonlocal/potential symmetries of the original equation, similar to the situation for ordinary differential equations.     

A new approach to numerical solution of fixed-point problems and its application to delay differential equations

In this paper we consider a certain approximation of fixed-points of a continuous operator A mapping the metric space into itself by means of finite dimensional ε(h)-fixed-points of A. These finite dimensional functions are obtained from functions defined on discrete space grid points (related to a parameter h→0) by applying suitably chosen extension operators p_h. A theorem specifying necessary and sufficient conditions for existence of fixed-points of A in terms of ε(h)-fixed-points of A is given. A corollary which follows the theorem yields an approximate method for a fixed-point problem and determines conditions for its convergence. An example of application of the obtained general results to numerical solving of boundary value problems for delay differential equations is provided.Numerical experiments carried out on three examples of boundary value problems for second order delay differential equations show that the proposed approach produces much more accurate results than many other numerical methods when applied to the same examples.     

Existence of a fundamental solution of partial differential equations associated to Asian options

We prove the existence and uniqueness of the fundamental solution for Kolmogorov operators associated to some stochastic processes, that arise in the Black & Scholes setting for the pricing problem relevant to path dependent options. We improve previous results in that we provide a closed form expression for the solution of the Cauchy problem under weak regularity assumptions on the coefficients of the differential operator. Our method is based on a limiting procedure, whose convergence relies on some barrier arguments and uniform a priori estimates recently discovered.     

New results on the analytic summation of Adomian series for some classes of differential and integral equations

In this paper, we demonstrate that an infinite number of successive integration by parts can be written in a closed form. This closed form can be used directly to prove that the analytic summation of Adomian series becomes identical to the closed form solution for some classes of differential and integral equations.     

Nonlinear Chebyshev fitting from the solution of ordinary differential equations

The nonlinear Chebyshev approximation of real-valued data is considered where the approximating functions are generated from the solution of parameter dependent initial value problems in ordinary differential equations. A theory for this process applied to the approximation of continuous functions on a continuum is developed by the authors in [17]. This is briefly described and extended to approximation on a discrete set. A much simplified proof of the local Haar condition is given. Some algorithmic details are described along with numerical examples of best approximations computed by the Exchange algorithm and a Gauss-Newton type method.     

On oscillation of nonlinear second-order differential equations with damping term

The paper is concerned with oscillation of a novel class of nonlinear differential equations with a damping term. First it is demonstrated how known oscillation results for another intensively studied class of equations can be translated to the one in question, and vice versa. Advantages and drawbacks of such translation are carefully examined. Then an oscillation criterion for the new class of equations is established. The principal result of the paper is compared to those reported in the literature, and an illustrative example to which known oscillation criteria fail to apply is provided.     

A survey of numerical techniques for solving singularly perturbed ordinary differential equations

This survey paper contains a surprisingly large amount of material and indeed can serve as an introduction to some of the ideas and methods of singular perturbation theory. Starting from Prandtl's work a large amount of work has been done in the area of singular perturbations. This paper limits its coverage to some standard singular perturbation models considered by various workers and the numerical methods developed by numerous researchers after 1984–2000. The work done in this area during the period 1905–1984 has already been surveyed by the first author of this paper, see [Appl. Math. Comput. 30 (1989) 223] for details. Due to the space constraints we have covered only singularly perturbed one-dimensional problems.     

The embedding method for linear partial differential equations in unbounded and multiply connected domains

The recently suggested embedding method to solve linear boundary value problems is here extended to cover situations where the domain of interest is unbounded or multiply connected. The extensions involve the use of complete sets of exterior and interior eigenfunctions on canonical domains. Applications to typical boundary value problems for Laplace’s equation, the Oseen equations and the biharmonic equation are given as examples.     

Quasi-linear elliptic differential equations for mappings of manifolds,II

We study questions related to the orientability of the infinite-dimensional moduli spaces formed by solutions of elliptic equations for mappings of manifolds. The principal result states that the first Stiefel–Whitney class of such a moduli space is given by the ℤ₂-spectral flow of the families of linearised operators. Under an additional compactness hypotheses, we develop elements of Morse–Bott theory and express the algebraic number of solutions of a non-homogeneous equation with a generic right-hand side in terms of the Euler characteristic of the space of solutions corresponding to the homogeneous equation. The applications of this include estimates for the number of homotopic maps with prescribed tension field and for the number of the perturbed pseudoholomorphic tori, sharpening some known results. Mathematics Subject Classifications (2000): 35J05, 58B15, 58E05, 58E20, 53D45